You're right, it makes no grammatical sense, but that's what we would say in Canada if our friends were "not here" but we didn't want/need to specify exactly where they were. Usually of course we would just come right out and say something like, "My friends are at the mall."
I almost guarantee that if someone said "my friends are in another place" I would misinterpret it as "in a better place" and assume that all his friends were dead. Then I'd wonder why all his friends were dead. And why do random strangers blurt things like this out to me? Should I really risk being friends with this person given those unfavorable odds? Anyway, that's how I ended up locked in yet another basement in Denmark. If anyone gets this, my battery ia getting low...thanks!